+54.8%
APO vs MAGS
+126.5%
-71.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.9% |
| 7D | -1.0% | +0.8% | -1.8% | -1.6% |
| 30D | -0.4% | +0.4% | -0.8% | -0.7% |
| 3M | -0.9% | +5.6% | -6.5% | -5.0% |
| 6M | +22.1% | +12.3% | +9.8% | +11.2% |
| YTD | -8.4% | +5.1% | -13.5% | -12.2% |
| 1Y | -0.9% | +14.0% | -14.9% | -11.3% |
| All | +54.8% | +126.5% | -71.7% | -13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MAGS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling